Select ‘Upload’ from the set of links at the top of the page (the second link)

From here, browse for the zip file included in your plugin titled ‘display-latest-tweets.zip’ and click the ‘Install Now’ button

Once installation is complete, activate the plugin to enable its features.

Install by FTP

Find the directory titles ‘display-latest-tweets’ and upload it and all files within to the plugins directory of your WordPress install (WORDPRESS-DIRECTORY/wp-content/plugins/) [e.g. http://www.yourdomain.com/wp-content/plugins/